+297.5%
VST vs EXEL
+244.2%
+53.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +7.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | -17.1% | +19.8% | -36.9% | -17.9% |
| 3M | -4.6% | +32.7% | -37.3% | -6.2% |
| 6M | -9.1% | +49.0% | -58.0% | -11.4% |
| YTD | -16.6% | +63.7% | -80.3% | -19.4% |
| 1Y | -29.5% | +75.8% | -105.3% | -32.2% |
| 3Y | +297.5% | +241.3% | +56.2% | +276.5% |
| All | +297.5% | +244.2% | +53.3% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling